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Cumhur Ekinci

Personal Details

First Name:Cumhur
Middle Name:
Last Name:Ekinci
Suffix:
RePEc Short-ID:pek1
[This author has chosen not to make the email address public]
https://sites.google.com/view/cumhurekinci
Istanbul Technical University (ITU) Faculty of Management Macka 34367 Istanbul - TURKEY
+90 212 293 13 00
Terminal Degree:2006 Faculté d'économie appliquée; Aix-Marseille Université (from RePEc Genealogy)

Affiliation

İşletme Fakültesi
İstanbul Teknik Üniversitesi

İstanbul, Turkey
http://www.isl.itu.edu.tr/
RePEc:edi:ifitutr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Cumhur Ekinci, 2005. "Influence de la premiere heure de cotation," Finance 0506016, University Library of Munich, Germany.
  2. Cumhur Ekinci, 2005. "Limit Order Book Reconstruction And Beyond: An Application To Istanbul Stock Exchange," Finance 0510025, University Library of Munich, Germany, revised 24 Oct 2005.
  3. Cumhur EKINCI, 2004. "Introduction to Market Microstructure," Finance 0404007, University Library of Munich, Germany, revised 19 May 2004.
  4. Cumhur EKINCI, 2004. "Introduction A La Microstructure Des Marches Financiers," Finance 0405025, University Library of Munich, Germany.
  5. Cumhur Ekinci, 2004. "Piyasa Mikroyapisina Giris," Finance 0407001, University Library of Munich, Germany.
  6. Cumhur Ekinci, 2003. "A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange," Finance 0305006, University Library of Munich, Germany, revised 22 Nov 2004.

Articles

  1. Bayram Veli Salur & Cumhur Ekinci, 2023. "Anomalies and Investor Sentiment: International Evidence and the Impact of Size Factor," IJFS, MDPI, vol. 11(1), pages 1-21, March.
  2. Ekinci, Cumhur & Ersan, Oğuz, 2022. "High-frequency trading and market quality: The case of a “slightly exposed” market," International Review of Financial Analysis, Elsevier, vol. 79(C).
  3. Kahya, Evrim Hilal & Ekinci, Cumhur, 2022. "Disposition bias among Borsa Istanbul investors: What do we know about type, size and trading frequency?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 35(C).
  4. Seven Ipek & Cumhur Ekinci, 2022. "Cost efficiency in financial exchanges and post-trade infrastructures: a closer look at integration and product diversification," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(4), pages 705-743, December.
  5. Zeynep Cobandag Guloglu & Cumhur Ekinci, 2022. "Liquidity measurement: A comparative review of the literature with a focus on high frequency," Journal of Economic Surveys, Wiley Blackwell, vol. 36(1), pages 41-74, February.
  6. Nihan Dalgıç & Cumhur Ekinci & Oğuz Ersan, 2021. "Daily and Intraday Herding within Different Types of Investors in Borsa Istanbul," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(6), pages 1793-1810, May.
  7. Ekinci, Cumhur & Bulut, Ali Eray, 2021. "Google search and stock returns: A study on BIST 100 stocks," Global Finance Journal, Elsevier, vol. 47(C).
  8. Evrim Hilal Kahya & Hüseyin Yiğit Ersen & Cumhur Ekinci & Oktay Taş & Koray D. Simsek, 2020. "Determinants of capital structure for firms in an Islamic equity index: comparing developed and developing countries," Journal of Capital Markets Studies, Emerald Group Publishing Limited, vol. 4(2), pages 167-191, November.
  9. Ekinci, Cumhur & Akyildirim, Erdinc & Corbet, Shaen, 2019. "Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets," Finance Research Letters, Elsevier, vol. 31(C), pages 155-164.
  10. Ekinci, Cumhur & Ersan, Oguz, 2018. "A new approach for detecting high-frequency trading from order and trade data," Finance Research Letters, Elsevier, vol. 24(C), pages 313-320.
  11. Oguz Ersan & Cumhur Ekinci, 2016. "Algorithmic and high-frequency trading in Borsa Istanbul," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 16(4), pages 233-248, December.
  12. Cumhur EKİNCİ & Murad KAYACAN, 2005. "Menkul Kıymet Piyasalarının Mikroyapısı Üzerine Bir Çalışma," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 20(232), pages 56-69.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Ekinci, Cumhur & Ersan, Oğuz, 2022. "High-frequency trading and market quality: The case of a “slightly exposed” market," International Review of Financial Analysis, Elsevier, vol. 79(C).

    Cited by:

    1. Karkowska, Renata & Palczewski, Andrzej, 2023. "Does high-frequency trading actually improve market liquidity? A comparative study for selected models and measures," Research in International Business and Finance, Elsevier, vol. 64(C).
    2. (Meni) Abudy, Menachem & Gildin, Ilan & Mugerman, Yevgeny, 2022. "Do computerized traders follow social norms? Evidence from the holocaust remembrance moment of silence," Finance Research Letters, Elsevier, vol. 48(C).

  2. Nihan Dalgıç & Cumhur Ekinci & Oğuz Ersan, 2021. "Daily and Intraday Herding within Different Types of Investors in Borsa Istanbul," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(6), pages 1793-1810, May.

    Cited by:

    1. Neenu C & T Mohamed Nishad, 2022. "Behavior of Financial Markets Around News Announcements: A Review Based on Bibliometric Analysis of Scientific Fields," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 14(2), pages 143-172, December.

  3. Ekinci, Cumhur & Bulut, Ali Eray, 2021. "Google search and stock returns: A study on BIST 100 stocks," Global Finance Journal, Elsevier, vol. 47(C).

    Cited by:

    1. Imene Ben El Hadj Said & Skander Slim, 2022. "The Dynamic Relationship between Investor Attention and Stock Market Volatility: International Evidence," JRFM, MDPI, vol. 15(2), pages 1-25, February.
    2. Al-Maadid, Alanoud & Alhazbi, Saleh & Al-Thelaya, Khaled, 2022. "Using machine learning to analyze the impact of coronavirus pandemic news on the stock markets in GCC countries," Research in International Business and Finance, Elsevier, vol. 61(C).
    3. Afees A. Salisu & Ahamuefula E. Ogbonna & Idris Adediran, 2021. "Stock‐induced Google trends and the predictability of sectoral stock returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(2), pages 327-345, March.

  4. Evrim Hilal Kahya & Hüseyin Yiğit Ersen & Cumhur Ekinci & Oktay Taş & Koray D. Simsek, 2020. "Determinants of capital structure for firms in an Islamic equity index: comparing developed and developing countries," Journal of Capital Markets Studies, Emerald Group Publishing Limited, vol. 4(2), pages 167-191, November.

    Cited by:

    1. Maran Marimuthu & Hana Halini Hamzah & Romana Bangash, 2023. "Determinants of the Capital Structure of the Oil and Gas Industry in Malaysia: The Moderating Role of Earnings Volatility," Sustainability, MDPI, vol. 15(24), pages 1-13, December.

  5. Ekinci, Cumhur & Akyildirim, Erdinc & Corbet, Shaen, 2019. "Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets," Finance Research Letters, Elsevier, vol. 31(C), pages 155-164.

    Cited by:

    1. Corbet, Shaen & Hou, Yang & Hu, Yang & Lucey, Brian & Oxley, Les, 2021. "Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 38(C).
    2. Priyanka Naik & Y. V. Reddy, 2021. "Stock Market Liquidity: A Literature Review," SAGE Open, , vol. 11(1), pages 21582440209, January.
    3. Emerson Abraham Jackson, 2021. "Forecasting COVID-19 Daily Contraction in Sierra Leone with Implications for Policy Formulation," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 8(1), pages 29-43, January.
    4. Kyriazis, Nikolaos & Papadamou, Stephanos & Tzeremes, Panayiotis & Corbet, Shaen, 2023. "Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?," Research in International Business and Finance, Elsevier, vol. 64(C).
    5. Zeynep Cobandag Guloglu & Cumhur Ekinci, 2022. "Liquidity measurement: A comparative review of the literature with a focus on high frequency," Journal of Economic Surveys, Wiley Blackwell, vol. 36(1), pages 41-74, February.
    6. Hamza Almustafa & Imad Jabbouri & Ploypailin Kijkasiwat, 2023. "Economic Policy Uncertainty, Financial Leverage, and Corporate Investment: Evidence from U.S. Firms," Economies, MDPI, vol. 11(2), pages 1-19, January.
    7. Tarchella, Salma & Dhaoui, Abderrazak, 2021. "Chinese jigsaw: Solving the equity market response to the COVID-19 crisis: Do alternative asset provide effective hedging performance?," Research in International Business and Finance, Elsevier, vol. 58(C).
    8. Corbet, Shaen & Larkin, Charles & Lucey, Brian, 2020. "The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies," Finance Research Letters, Elsevier, vol. 35(C).

  6. Ekinci, Cumhur & Ersan, Oguz, 2018. "A new approach for detecting high-frequency trading from order and trade data," Finance Research Letters, Elsevier, vol. 24(C), pages 313-320.

    Cited by:

    1. Liu, Wei, 2021. "Can HFT profit in Chinese stock market?," Economics Letters, Elsevier, vol. 209(C).
    2. Jurich, Stephen N. & Mishra, Ajay Kumar & Parikh, Bhavik, 2020. "Indecisive algos: Do limit order revisions increase market load?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 28(C).
    3. Karkowska, Renata & Palczewski, Andrzej, 2023. "Does high-frequency trading actually improve market liquidity? A comparative study for selected models and measures," Research in International Business and Finance, Elsevier, vol. 64(C).
    4. Ke, Yun & Zhang, Yanan, 2020. "Does high-frequency trading reduce market underreaction to earnings news?," Finance Research Letters, Elsevier, vol. 34(C).
    5. Görkem Ataman & Serpil Kahraman, 2022. "Comparing Decision Trees and Association Rules for Stock Market Expectations in BIST100 and BIST30," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 69(3), pages 459-475, September.
    6. Ersan, Oguz & Simsir, Serif Aziz & Simsek, Koray D. & Hasan, Afan, 2021. "The speed of stock price adjustment to corporate announcements: Insights from Turkey," Emerging Markets Review, Elsevier, vol. 47(C).
    7. Ekinci, Cumhur & Ersan, Oğuz, 2022. "High-frequency trading and market quality: The case of a “slightly exposed” market," International Review of Financial Analysis, Elsevier, vol. 79(C).

  7. Oguz Ersan & Cumhur Ekinci, 2016. "Algorithmic and high-frequency trading in Borsa Istanbul," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 16(4), pages 233-248, December.

    Cited by:

    1. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Karikari, Nana Kwasi & Gil-Alana, Luis Alberiko, 2022. "The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    2. Ekinci, Cumhur & Ersan, Oguz, 2018. "A new approach for detecting high-frequency trading from order and trade data," Finance Research Letters, Elsevier, vol. 24(C), pages 313-320.
    3. Jurich, Stephen N. & Mishra, Ajay Kumar & Parikh, Bhavik, 2020. "Indecisive algos: Do limit order revisions increase market load?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 28(C).
    4. Ersan, Oguz & Simsir, Serif Aziz & Simsek, Koray D. & Hasan, Afan, 2021. "The speed of stock price adjustment to corporate announcements: Insights from Turkey," Emerging Markets Review, Elsevier, vol. 47(C).
    5. Ekinci, Cumhur & Ersan, Oğuz, 2022. "High-frequency trading and market quality: The case of a “slightly exposed” market," International Review of Financial Analysis, Elsevier, vol. 79(C).

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (2) 2004-04-18 2005-10-22
  2. NEP-CFN: Corporate Finance (1) 2003-06-04
  3. NEP-CWA: Central & Western Asia (1) 2004-07-11
  4. NEP-RMG: Risk Management (1) 2003-06-04

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